He says he was held at the airport for 12 hours and was questioned about his political party, family and personal details.
He was later released without a charge, and the concert whose proceeds were meant to benefit African migrants in the gulf country, was later cancelled.
Mr Kyagulanyi has blamed Uganda embassy officials for the cancellation of his music concert.
“The information I have is that the Ugandan embassy in Dubai influenced the cancellation of this concert because maybe if I was able to return these girls back home then the government of Uganda will be slapped in the face,” he told the BBC’s Newsday programme.
He added: “I have performed in Dubai many times for the last 15 years but this show was cancelled, and the cancellation was not adequately explained.”
Mr Kyagulanyi participated in last year’s presidential election which he lost to the incumbent Yoweri Museveni.
